+537.8%
ASTS vs IONS
+3.9%
+533.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | -4.8% | +12.2% | +9.0% |
| 30D | -8.9% | +7.2% | -16.1% | -11.0% |
| 3M | -41.9% | -22.7% | -19.2% | -38.3% |
| 6M | -40.6% | -26.9% | -13.7% | -35.8% |
| YTD | -14.2% | -26.6% | +12.4% | -7.3% |
| 1Y | +48.9% | -2.1% | +51.0% | +47.4% |
| 3Y | +1,461.7% | +43.4% | +1,418.2% | +1,195.4% |
| 5Y | +404.1% | +47.0% | +357.1% | +291.4% |
| All | +537.8% | +3.9% | +533.9% | +412.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling